Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.5

C.F.W. Peeters; B.S. Bilgrau; W.N. Wieringen

Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.5

C.F.W. Peeters, B.S. Bilgrau, W.N. Wieringen

Mathematical and Statistical Methods - Biometris

Research output: Non-textual form › Software

Abstract

The R-package rags2ridges performs L2-penalized estimation of precison (and covariance) matrices. The package contains proper L2-penalized maximum-likelihood estimators for the precision matrix as well as supporting functions to employ these estimators in a (integrative or meta-analytic) graphical modeling setting. The package has a modular setup and features fast and efficient algorithms.

Original language	English
Media of output	Online
Publication status	Published - 2021

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https://cfwp.github.io/rags2ridges/Licence: GNU GPL

Cite this

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title = "Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.5",

abstract = "The R-package rags2ridges performs L2-penalized estimation of precison (and covariance) matrices. The package contains proper L2-penalized maximum-likelihood estimators for the precision matrix as well as supporting functions to employ these estimators in a (integrative or meta-analytic) graphical modeling setting. The package has a modular setup and features fast and efficient algorithms.",

author = "C.F.W. Peeters and B.S. Bilgrau and W.N. Wieringen",

year = "2021",

language = "English",

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T1 - Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.5

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AU - Bilgrau, B.S.

AU - Wieringen, W.N.

PY - 2021

Y1 - 2021

N2 - The R-package rags2ridges performs L2-penalized estimation of precison (and covariance) matrices. The package contains proper L2-penalized maximum-likelihood estimators for the precision matrix as well as supporting functions to employ these estimators in a (integrative or meta-analytic) graphical modeling setting. The package has a modular setup and features fast and efficient algorithms.

AB - The R-package rags2ridges performs L2-penalized estimation of precison (and covariance) matrices. The package contains proper L2-penalized maximum-likelihood estimators for the precision matrix as well as supporting functions to employ these estimators in a (integrative or meta-analytic) graphical modeling setting. The package has a modular setup and features fast and efficient algorithms.

M3 - Software

ER -

Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.5

Abstract

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